worstcase 0.3.2

Worst case analysis and sensitivity studies using Extreme Value and/or Monte Carlo methods.

worstcase

Overview

pip install worstcase

Worst case analysis and sensitivity studies using Extreme Value and/or Monte Carlo methods.

This package coexists alongside far more capable uncertainty analysis and error propagation packages such as uncertainties (first-order propagation), soerp (second-order propagation), and mcerp (Monte Carlo propagation).

This package is designed for engineering applications where worst case analysis computations are often done using the Extreme Value method over single-valued functions while falling back to the Monte Carlo method when the worst case is known to not exist at the extremes. The Extreme Value method is implemented as a brute-force search; the Monte Carlo method is implemented with Latin Hypercube Sampling over a uniform distribution.

Usage

See the example usage here.